Last Update: 18 Apr 2019 20:15 GMT+0
The Canada 10Y Government Bond has a 1.766% yield.
10 Years vs 2 Years bond spread is 14.1 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities
Central Bank Rate is 1.75%.
The Canada rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 32.20 and implied probability of default is 0.54%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -12.5 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -0.8 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 14.1 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
| Canada Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 32.20 | -0.62 % | -5.57 % | +16.25 % | 0.54 % |
Canada Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 1.700% | +4.5 bp | +22.0 bp | ||||||
| 2 months | 1.680% | +2.0 bp | +9.5 bp | ||||||
| 3 months | 1.670% | +1.0 bp | +1.5 bp | ||||||
| 6 months | 1.710% | +4.0 bp | -16.0 bp | ||||||
| 1 year | 1.750% | +7.0 bp | -34.5 bp | 98.28 | -0.07 % | +0.34 % | |||
| 2 years | 1.625% | -0.3 bp | -69.4 bp | 96.83 | +0.01 % | +1.37 % | |||
| 3 years | 1.633% | -0.1 bp | -71.3 bp | 95.26 | +0.01 % | +2.12 % | |||
| 4 years | 1.624% | -0.6 bp | -76.2 bp | 93.76 | +0.02 % | +3.03 % | |||
| 5 years | 1.617% | +1.7 bp | -79.4 bp | 92.29 | -0.09 % | +3.97 % | |||
| 7 years | 1.703% | +6.3 bp | -76.2 bp | 88.85 | -0.44 % | +5.36 % | |||
| 10 years | 1.766% | +5.0 bp | -73.4 bp | 83.94 | -0.49 % | +7.45 % | |||
| 20 years | 2.003% | +5.3 bp | -54.3 bp | 67.26 | -1.03 % | +11.21 % | |||
| 30 years | 2.051% | +3.3 bp | -47.4 bp | 54.39 | -0.97 % | +14.92 % | |||
10Y Bond Yield Spread - Canada vs Main Countries
The Canada 10Y Government Bond has a 1.766% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Canada 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Japan 10Y | 179.6 bp | +4.4 | -55.0 | ||
| Germany 10Y | 174.0 bp | +10.9 | -35.2 | ||
| France 10Y | 140.0 bp | +13.8 | -29.1 | ||
| Spain 10Y | 70.5 bp | +15.6 | -6.2 | ||
| United Kingdom 10Y | 57.7 bp | +5.6 | -38.2 | ||
| Australia 10Y | -15.9 bp | +10.0 | +6.3 | ||
| United States 10Y | -79.4 bp | +9.5 | -11.3 | ||
| Italy 10Y | -84.6 bp | -10.0 | +39.2 | ||
| China 10Y | -162.0 bp | -18.3 | -54.2 | ||
| India 10Y | -565.4 bp | +11.0 | -24.5 | ||
| Russia 10Y | -647.4 bp | +12.0 | -36.4 | ||
| Brazil 10Y | -719.4 bp | -10.0 | +72.6 |
Canada Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 2.051% | 54.39 | 76.63 | 121.11 | 165.59 | 210.07 | 254.55 | |
| 20 years | 2.003% | 67.26 | 83.60 | 116.30 | 148.99 | 181.68 | 214.38 | |
| 10 years | 1.766% | 83.94 | 93.03 | 111.22 | 129.41 | 147.60 | 165.78 | |
| 7 years | 1.703% | 88.85 | 95.40 | 108.49 | 121.58 | 134.68 | 147.77 | |
| 5 years | 1.617% | 92.29 | 97.06 | 106.59 | 116.12 | 125.66 | 135.19 | |
| 4 years | 1.624% | 93.76 | 97.60 | 105.29 | 112.97 | 120.66 | 128.34 | |
| 3 years | 1.633% | 95.26 | 98.16 | 103.97 | 109.78 | 115.59 | 121.40 | |
| 2 years | 1.625% | 96.83 | 98.78 | 102.68 | 106.59 | 110.49 | 114.40 | |
| 1 year | 1.750% | 98.28 | 99.26 | 101.23 | 103.19 | 105.16 | 107.13 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||